One key to keeping it locked is simply the set screw choice,,if you upgrade to a Knurled Cup pt. rather than a standard Cup pt. it will lock down much better. If you decide to drill a pilot hole I would suggest a Dog pt. set screw to set in hole and as mentioned above...always use loctite. Don't be afraid to twist off a hex key (allen wrench) when seating a set screw either,they're made to break flush with broach in screw.